Some states have been using them for decades with signal companies such as Chapel Hill or Marbelite, Pennsylvania of course has the earliest yellow arrows I know which are of course 1970s-era mast-arm installations with 12-inch 3Ms and Eagle Flatback doghouses. Yeah I know I talk to much about 70s-era Eagle flatback installations and blah blah blah, but if you're annoyed don't threat, because I've seen 1970s California installation with yellow arrows too mst are also 3Ms, there are also Gen 1 Durasigs with yellow arrows mounted on 2-guy wires.
Are you referring to 8" or 12" amber arrows?
While it is difficult to determine which municipality first adopted the yellow arrow, New York City, as an example, first began to implement 8" arrow (all colors) indications as far back as the 1950s. I personally have seen some photographs of them in use there.
Finland had them as far back as the 1960's.
^ Sweden too and I would guess most of Western and Northern Europe.